+270.9%
RMBS vs SPG
+104.0%
+166.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +2.2% |
| 7D | +3.5% | -1.7% | +5.1% | +4.4% |
| 30D | -8.6% | -6.3% | -2.3% | -5.4% |
| 3M | -40.3% | -2.4% | -37.9% | -40.3% |
| 6M | -1.0% | +9.6% | -10.6% | -8.3% |
| YTD | -4.6% | +14.2% | -18.8% | -13.8% |
| 1Y | +17.6% | +19.3% | -1.7% | +3.2% |
| 3Y | +58.6% | +106.7% | -48.1% | 0.0% |
| 5Y | +270.9% | +104.2% | +166.7% | +133.7% |
| All | +270.9% | +104.0% | +166.9% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling